Vastned NV GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.78% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0870 | 20.50 | |
| 0.1859 | 22.42 | |
| 0.7833 | 129.66 | |
| 0.0058 | 0.37 |
Estimation Period:
Sep 6, 2001 to Feb 6, 2026
Sep 6, 2001 to Feb 6, 2026
News Impact Curve
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